Location: Greenwich, CT
CIK: 0001167456 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 15, 2018
Total Value: $8.634B (54.9% shares, 45.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NOVELLUS SYS INC | 119,892,000 | $726M | 8.4% | $3.02 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | VERISIGN INC | 136,300,000 | $470M | 5.4% | $1.85 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | INTEL CORP | 108,533,000 | $270M | 3.1% | $1.75 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | ALTABA INC | 3,417,904 | $253M | 2.9% | $66.24 | — | COM | 021346101 |
| NXPI | NXP SEMICONDUCTORS N V | 1,998,520 | $234M | 2.7% | $99.00 | +8.3% | COM | N6596X109 |
| — | ROCKWELL COLLINS INC | 1,638,134 | $221M | 2.6% | $130.74 | — | COM | 774341101 |
| — | TIME WARNER INC | 2,231,570 | $211M | 2.4% | $95.91 | — | COM NEW | 887317303 |
| — | MONSANTO CO NEW | 1,675,001 | $195M | 2.3% | $107.00 | — | COM | 61166W101 |
| — | ORBITAL ATK INC | 1,347,303 | $179M | 2.1% | $132.84 | — | COM | 68557N103 |
| — | MICROCHIP TECHNOLOGY INC | 96,500,000 | $171M | 2.0% | $1.59 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | CAVIUM INC | 2,140,894 | $170M | 2.0% | $83.18 | — | COM | 14964U108 |
| — | ANTHEM INC | 54,129,000 | $163M | 1.9% | $2.04 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | WGL HLDGS INC | 1,936,789 | $162M | 1.9% | $83.81 | — | COM | 92924F106 |
| — | VALIDUS HOLDINGS LTD | 2,364,238 | $159M | 1.8% | $67.45 | — | COM SHS | G9319H102 |
| — | CSRA INC | 3,522,789 | $145M | 1.7% | $41.23 | — | COM | 12650T104 |
| — | MOLINA HEALTHCARE INC | 71,450,000 | $144M | 1.7% | $1.50 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| AVA | AVISTA CORP | 2,782,072 | $143M | 1.7% | $35.57 | +1.5% | COM | 05379B107 |
| — | MICRON TECHNOLOGY INC | 29,305,000 | $140M | 1.6% | $1.95 | — | NOTE 2.125% 2/1 | 595112AV5 |
| — | WESTAR ENERGY INC | 2,508,123 | $132M | 1.5% | $55.86 | — | COM | 95709T100 |
| — | AETNA INC NEW | 619,400 | $105M | 1.2% | $175.72 | — | COM | 00817Y108 |
| — | MICROSEMI CORP | 1,606,648 | $104M | 1.2% | $64.72 | — | COM | 595137100 |
| — | ANTHEM INC | 1,920,000 | $104M | 1.2% | $49.85 | — | UNIT 05/01/20188 | 036752202 |
| — | MULESOFT INC | 2,349,393 | $103M | 1.2% | $43.98 | — | CL A | 625207105 |
| — | RSP PERMIAN INC | 2,137,150 | $100M | 1.2% | $46.88 | — | COM | 74978Q105 |
| — | SCANA CORP NEW | 2,617,690 | $98.29M | 1.1% | $37.55 | — | COM | 80589M102 |
| — | ADVANCED MICRO DEVICES INC | 65,200,000 | $95.57M | 1.1% | $1.92 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | PALO ALTO NETWORKS INC | 55,900,000 | $92.52M | 1.1% | $1.57 | — | NOTE 7/0 | 697435AB1 |
| — | NXSTAGE MEDICAL INC | 3,009,253 | $74.81M | 0.9% | $27.54 | — | COM | 67072V103 |
| — | DYNEGY INC NEW DEL | 5,205,046 | $70.37M | 0.8% | $11.89 | — | COM | 26817R108 |
| — | KAPSTONE PAPER & PACKAGING C | 2,002,950 | $68.72M | 0.8% | $34.31 | — | COM | 48562P103 |
| — | MICROCHIP TECHNOLOGY INC | 55,941,000 | $66.92M | 0.8% | $1.20 | — | SDCV 2.250% 2/1 | 595017AH7 |
| — | DST SYS INC DEL | 799,519 | $66.88M | 0.8% | $83.65 | — | COM | 233326107 |
| — | CHESAPEAKE ENERGY CORP | 75,275,000 | $65.2M | 0.8% | $0.87 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | ENSCO JERSEY FIN LTD | 78,800,000 | $63.34M | 0.7% | $0.87 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | ALLEGHENY TECHNOLOGIES INC | 33,950,000 | $62.04M | 0.7% | $1.38 | — | NOTE 4.750% 7/0 | 01741RAG7 |
| — | EXPRESS SCRIPTS HLDG CO | 845,845 | $58.43M | 0.7% | $69.08 | — | COM | 30219G108 |
| — | BLACKHAWK NETWORK HLDGS INC | 1,299,372 | $58.08M | 0.7% | $43.89 | — | COM | 09238E104 |
| — | GENERAL CABLE CORP DEL NEW | 1,920,393 | $56.84M | 0.7% | $29.60 | — | COM | 369300108 |
| — | AKORN INC | 2,994,639 | $56.03M | 0.6% | $33.11 | — | COM | 009728106 |
| — | WEATHERFORD INTL LTD | 62,075,000 | $55.8M | 0.6% | $1.11 | — | NOTE 5.875% 7/0 | 947075AH0 |
| — | CHICAGO BRIDGE & IRON CO N V | 3,823,299 | $55.06M | 0.6% | $15.35 | — | COM | 167250109 |
| — | TESLA INC | 49,800,000 | $52M | 0.6% | $1.18 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| HGV | HILTON GRAND VACATIONS INC | 1,159,735 | $49.89M | 0.6% | $37.09 | +18.1% | COM | 43283X105 |
| — | BIOMARIN PHARMACEUTICAL INC | 52,575,000 | $49.49M | 0.6% | $0.99 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| LW | LAMB WESTON HLDGS INC | 787,986 | $45.88M | 0.5% | $33.06 | +52.4% | COM | 513272104 |
| — | TWENTY FIRST CENTY FOX INC | 1,232,562 | $45.22M | 0.5% | $34.53 | — | CL A | 90130A101 |
| — | TTM TECHNOLOGIES INC | 26,500,000 | $44.17M | 0.5% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | WAYFAIR INC | 43,500,000 | $41.41M | 0.5% | $0.96 | — | NOTE 0.375% 9/0 | 94419LAA9 |
| AA | ALCOA CORP | 921,003 | $41.41M | 0.5% | $38.33 | +23.4% | COM | 013872106 |
| — | XL GROUP LTD | 701,169 | $38.75M | 0.4% | $55.26 | — | COM | G98294104 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 31,525,000 | $37.68M | 0.4% | $1.10 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | ORBOTECH LTD | 595,000 | $37M | 0.4% | $62.18 | — | ORD | M75253100 |
| FTV | FORTIVE CORP | 469,531 | $36.4M | 0.4% | $34.96 | +31.8% | COM | 34959J108 |
| — | AMAG PHARMACEUTICALS INC | 33,575,000 | $34.67M | 0.4% | $0.96 | — | NOTE 3.250% 6/0 | 00163UAD8 |
| — | SPIRIT RLTY CAP INC NEW | 33,500,000 | $33.39M | 0.4% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| — | CLEVELAND CLIFFS INC | 30,075,000 | $32.53M | 0.4% | $1.09 | — | DBCV 1.500% 1/1 | 185899AA9 |
| — | WORKDAY INC | 20,000,000 | $32.41M | 0.4% | $1.37 | — | NOTE 1.500% 7/1 | 98138HAD3 |
| — | IMPAX LABORATORIES INC | 31,450,000 | $31.3M | 0.4% | $0.98 | — | NOTE 2.000% 6/1 | 45256BAE1 |
| — | PINNACLE ENTMT INC NEW | 1,025,406 | $30.92M | 0.4% | $31.34 | — | COM | 72348Y105 |
| — | BLUE BUFFALO PET PRODS INC | 772,356 | $30.75M | 0.4% | $39.81 | — | COM | 09531U102 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 30,250,000 | $30.46M | 0.4% | $1.03 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | QUALITY CARE PPTYS INC | 1,552,294 | $30.16M | 0.3% | $15.46 | — | COM | 747545101 |
| — | PACIRA PHARMACEUTICALS INC | 32,000,000 | $29.32M | 0.3% | $0.92 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | THERAVANCE INC | 27,018,000 | $29.05M | 0.3% | $0.85 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| ADNT | ADIENT PLC | 466,806 | $27.9M | 0.3% | $61.79 | +6.8% | ORD SHS | G0084W101 |
| — | INFINITY PPTY & CAS CORP | 230,562 | $27.3M | 0.3% | $118.40 | — | COM | 45665Q103 |
| — | CALLIDUS SOFTWARE INC | 755,446 | $27.16M | 0.3% | $35.95 | — | COM | 13123E500 |
| — | COLONY STARWOOD HOMES | 23,725,000 | $26.57M | 0.3% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| NGVT | INGEVITY CORP | 352,451 | $25.97M | 0.3% | $35.35 | +111.6% | COM | 45688C107 |
| — | MUDRICK CAP ACQUISITION CORP | 2,500,000 | $25.38M | 0.3% | $10.15 | — | UNIT 02/01/2023 | 624745204 |
| — | EZCORP INC | 24,000,000 | $25.35M | 0.3% | $0.96 | — | NOTE 2.625% 6/1 | 302301AB2 |
| — | LEO HOLDINGS CORP | 2,480,000 | $24.8M | 0.3% | $10.00 | — | UNIT 99/99/9999 | G5463L121 |
| — | INPHI CORP | 26,150,000 | $24.64M | 0.3% | $1.00 | — | NOTE 0.750% 9/0 | 45772FAC1 |
| — | APOLLO COML REAL EST FIN INC | 22,650,000 | $24.23M | 0.3% | $1.07 | — | NOTE 5.500% 3/1 | 03762UAA3 |
| PACK | ONE MADISON CORP | 2,500,000 | $24M | 0.3% | $9.60 | — | COM CL A | G6772P100 |
| SFL 5.75 10/15/21 | SHIP FINANCE INTERNATIONAL L | 23,600,000 | $23.92M | 0.3% | $1.00 | — | NOTE 5.750%10/1 | G81075AF3 |
| — | VECTOR GROUP LTD | 16,650,000 | $23.89M | 0.3% | $1.52 | — | FRNT 1/1 | 92240MAY4 |
| — | EURONET WORLDWIDE INC | 20,075,000 | $23.77M | 0.3% | $1.19 | — | NOTE 1.500%10/0 | 298736AH2 |
| VREX | VAREX IMAGING CORP | 658,718 | $23.57M | 0.3% | $31.34 | +21.7% | COM | 92214X106 |
| YUMC | YUM CHINA HLDGS INC | 561,874 | $23.32M | 0.3% | $32.00 | +34.4% | COM | 98850P109 |
| — | HURON CONSULTING GROUP INC | 23,955,000 | $22.64M | 0.3% | $0.97 | — | NOTE 1.250%10/0 | 447462AB8 |
| GNW | GENWORTH FINL INC | 7,851,196 | $22.22M | 0.3% | $4.16 | -27.8% | COM CL A | 37247D106 |
| — | HERCULES CAPITAL INC | 21,150,000 | $21.45M | 0.2% | $1.01 | — | DBCV 4.375% 2/0 | 427096AF9 |
| — | NUVASIVE INC | 19,408,000 | $21.41M | 0.2% | $1.10 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | AMTRUST FINL SVCS INC | 1,720,885 | $21.18M | 0.2% | $12.31 | — | COM | 032359309 |
| — | PATTERN ENERGY GROUP INC | 21,314,000 | $21.13M | 0.2% | $1.04 | — | NOTE 4.000% 7/1 | 70338PAB6 |
| — | MICRO FOCUS INTERNATIONAL PL | 1,496,015 | $21M | 0.2% | $33.42 | — | SPON ADR NEW | 594837304 |
| — | VEECO INSTRS INC DEL | 23,000,000 | $20.99M | 0.2% | $0.92 | — | NOTE 2.700% 1/1 | 922417AD2 |
| — | SEACOR HOLDINGS INC | 19,300,000 | $20.29M | 0.2% | $0.98 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | UNISYS CORP | 15,325,000 | $20.21M | 0.2% | $1.53 | — | NOTE 5.500% 3/0 | 909214BS6 |
| — | DFB HEALTHCARE ACQUISTION CO | 2,000,000 | $20.1M | 0.2% | $10.05 | — | UNIT 01/30/2023 | 23291E208 |
| CNDT | CONDUENT INC | 1,062,676 | $19.81M | 0.2% | $15.61 | +12.8% | COM | 206787103 |
| — | BLACKSTONE MTG TR INC | 20,000,000 | $19.74M | 0.2% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | ASSURANT INC | 183,975 | $19.16M | 0.2% | $104.15 | — | 6.50% CONV PFD D | 04621X207 |
| — | WORKDAY INC | 12,550,000 | $19.08M | 0.2% | $1.25 | — | NOTE 0.750% 7/1 | 98138HAC5 |
| — | ACORDA THERAPEUTICS INC | 20,325,000 | $18.57M | 0.2% | $0.95 | — | NOTE 1.750% 6/1 | 00484MAA4 |
| — | PROSPECT CAPITAL CORPORATION | 18,450,000 | $18.52M | 0.2% | $0.94 | — | NOTE 4.750% 4/1 | 74348TAQ5 |
| — | STARWOOD PPTY TR INC | 16,980,000 | $18.36M | 0.2% | $1.11 | — | NOTE 4.000% 1/1 | 85571BAB1 |
| — | REDWOOD TR INC | 18,575,000 | $18.05M | 0.2% | $0.99 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | DELPHI TECHNOLOGIES PLC | 374,830 | $17.86M | 0.2% | $52.47 | — | SHS | G2709G107 |
| — | TWO HBRS INVT CORP | 17,050,000 | $17.85M | 0.2% | $1.05 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | VERSUM MATLS INC | 466,918 | $17.57M | 0.2% | $28.07 | — | COM | 92532W103 |
| — | TESLA INC | 17,275,000 | $17.2M | 0.2% | $1.08 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| JBGS | JBG SMITH PPTYS | 510,187 | $17.2M | 0.2% | $34.21 | — | COM | 46590V100 |
| — | CORNERSTONE ONDEMAND INC | 17,175,000 | $17.18M | 0.2% | $1.00 | — | NOTE 1.500% 7/0 | 21925YAB9 |
| — | BLACK HILLS CORP | 281,523 | $16.91M | 0.2% | $60.80 | — | UNIT 99/99/9999 | 092113125 |
| — | ECHO GLOBAL LOGISTICS INC | 16,450,000 | $16.77M | 0.2% | $0.99 | — | NOTE 2.500% 5/0 | 27875TAA9 |
| — | BLACKSTONE MTG TR INC | 16,000,000 | $15.79M | 0.2% | $1.02 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | TRINITY INDS INC | 11,525,000 | $15.77M | 0.2% | $1.25 | — | NOTE 3.875% 6/0 | 896522AF6 |
| BKNG | BOOKING HLDGS INC | 7,575 | $15.76M | 0.2% | $1933.58 | 0.0% | COM | 09857L108 |
| — | CSG SYS INTL INC | 14,220,000 | $15.7M | 0.2% | $1.08 | — | NOTE 4.250% 3/1 | 126349AF6 |
| PK | PARK HOTELS RESORTS INC | 577,349 | $15.6M | 0.2% | $26.46 | — | COM | 700517105 |
| — | GIGCAPITAL INC | 1,600,000 | $15.52M | 0.2% | $9.70 | — | COM | 37518N106 |
| RWGE | REGALWOOD GLOBAL ENERGY LTD | 1,572,777 | $15.26M | 0.2% | $9.70 | — | COM CL A | G74760102 |
| — | DR PEPPER SNAPPLE GROUP INC | 127,239 | $15.06M | 0.2% | $118.38 | — | COM | 26138E109 |
| — | PROSPECT CAPITAL CORPORATION | 14,925,000 | $14.96M | 0.2% | $1.00 | — | NOTE 4.950% 7/1 | 74348TAR3 |
| BHF | BRIGHTHOUSE FINL INC | 289,682 | $14.89M | 0.2% | $59.99 | -3.7% | COM | 10922N103 |
| — | TUTOR PERINI CORP | 14,025,000 | $14.85M | 0.2% | $1.17 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | INPHI CORP | 14,075,000 | $14.77M | 0.2% | $1.22 | — | NOTE 1.125%12/0 | 45772FAB3 |
| — | LEGACY ACQUISITION CORP | 1,500,000 | $14.38M | 0.2% | $9.59 | — | COM CL A | 524643103 |
| — | SUNPOWER CORP | 14,450,000 | $14.36M | 0.2% | $1.11 | — | DBCV 0.750% 6/0 | 867652AG4 |
| — | LEISURE ACQUISITION CORP | 1,500,000 | $14.36M | 0.2% | $9.57 | — | COM | 52539T107 |
| — | LA QUINTA HLDGS INC | 740,727 | $14.01M | 0.2% | $18.91 | — | COM | 50420D108 |
| — | HAYMAKER ACQUISITION CORP | 1,399,960 | $13.37M | 0.2% | $9.55 | — | COM CLASS A | 420870107 |
| — | ISIS PHARMACEUTICALS INC DEL | 13,350,000 | $13.22M | 0.2% | $1.06 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | RADIUS HEALTH INC | 13,050,000 | $13.18M | 0.2% | $1.01 | — | NOTE 3.000% 9/0 | 750469AA6 |
| — | CAPELLA EDUCATION COMPANY | 150,803 | $13.17M | 0.2% | $84.53 | — | COM | 139594105 |
| — | AEROJET ROCKETDYNE HLDGS INC | 10,200,000 | $12.98M | 0.2% | $1.27 | — | NOTE 2.250%12/1 | 007800AB1 |
| — | GORDON POINTE ACQUISITION CO | 1,229,800 | $12.73M | 0.1% | $10.35 | — | UNIT 01/18/2023 | 382788206 |
| — | RITE AID CORP | 7,496,442 | $12.59M | 0.1% | $1.68 | — | COM | 767754104 |
| — | ILG INC | 390,250 | $12.14M | 0.1% | $28.48 | — | COM | 44967H101 |
| — | PENSARE ACQUISITION CORP | 1,236,600 | $12.02M | 0.1% | $9.68 | — | COM | 70957E105 |
| — | UNION ACQUISITION CORP | 1,250,000 | $11.97M | 0.1% | $9.58 | — | SHS | G9366W101 |
| STC | STEWART INFORMATION SVCS COR | 271,500 | $11.93M | 0.1% | $43.07 | 0.0% | COM | 860372101 |
| — | FINISAR CORP | 12,101,000 | $11.92M | 0.1% | $1.00 | — | NOTE 0.500%12/1 | 31787AAM3 |
| — | TIBERIUS ACQUISITION CORP | 1,175,000 | $11.76M | 0.1% | $10.01 | — | UNIT 02/28/2021 | 88633A206 |
| — | PROOFPOINT INC | 100,718 | $11.45M | 0.1% | $93.15 | — | COM | 743424103 |
| — | SILVER STD RES INC | 11,500,000 | $11.44M | 0.1% | $0.93 | — | NOTE 2.875% 2/0 | 82823LAC0 |
| — | PANDORA MEDIA INC | 11,475,000 | $10.51M | 0.1% | $1.03 | — | NOTE 1.750%12/0 | 698354AB3 |
| — | BLACKHAWK NETWORK HLDGS INC | 9,400,000 | $10.4M | 0.1% | $1.11 | — | NOTE 1.500% 1/1 | 09238EAB0 |
| AXTA | AXALTA COATING SYS LTD | 334,756 | $10.11M | 0.1% | $31.67 | -1.3% | COM | G0750C108 |
| — | CONVERGYS CORP | 4,725,000 | $10.04M | 0.1% | $2.10 | — | SDCV 5.750% 9/1 | 212485AE6 |
| — | AMTRUST FINL SVCS INC | 10,600,000 | $9.565M | 0.1% | $0.77 | — | NOTE 2.750%12/1 | 032359AG6 |
| — | APOLLO COML REAL EST FIN INC | 9,275,000 | $9.284M | 0.1% | $1.02 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | HRG GROUP INC | 560,990 | $9.251M | 0.1% | $16.49 | — | COM | 40434J100 |
| NESR | NATIONAL ENERGY SERVICES REU | 897,500 | $8.912M | 0.1% | $9.52 | — | SHS | G6375R107 |
| — | SCHULMAN A INC | 206,376 | $8.874M | 0.1% | $43.00 | — | COM | 808194104 |
| — | AMYRIS INC | 9,626,000 | $8.85M | 0.1% | $0.64 | — | NOTE 9.500% 4/1 | 03236MAF8 |
| — | OCLARO INC | 894,641 | $8.553M | 0.1% | $9.56 | — | COM NEW | 67555N206 |
| — | CM SEVEN STAR ACQUISITION CO | 837,500 | $8.157M | 0.1% | $9.66 | — | SHS | G2345N102 |
| — | XCERRA CORP | 682,286 | $7.949M | 0.1% | $9.77 | — | COM | 98400J108 |
| — | KNOWLES CORP | 7,600,000 | $7.933M | 0.1% | $1.18 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | STUDENT TRANSN INC | 1,043,833 | $7.818M | 0.1% | $7.49 | — | COM | 86388A108 |
| — | OSI SYSTEMS INC | 8,500,000 | $7.756M | 0.1% | $0.91 | — | NOTE 1.250% 9/0 | 671044AD7 |
| TH | PLATINUM EAGLE ACQUISITIN CO | 799,998 | $7.68M | 0.1% | $9.60 | — | SHS CL A | G7126L100 |
| — | PLY GEM HLDGS INC | 345,000 | $7.452M | 0.1% | $21.60 | — | COM | 72941W100 |
| — | INDUSTREA ACQUISITION CORP | 730,582 | $7.167M | 0.1% | $9.77 | — | CL A | 45579J104 |
| — | MONEYGRAM INTL INC | 802,607 | $6.918M | 0.1% | $15.88 | — | COM NEW | 60935Y208 |
| — | NEBULA ACQUISITION CORP | 699,996 | $6.755M | 0.1% | $9.65 | — | COM CLASS A | 629076100 |
| — | COMMERCEHUB INC | 297,202 | $6.684M | 0.1% | $22.49 | — | COM SER C | 20084V306 |
| — | GREEN PLAINS INC | 6,750,000 | $6.438M | 0.1% | $0.97 | — | NOTE 4.125% 9/0 | 393222AF1 |
| — | CONSTELLATION ALPHA CAP CORP | 649,500 | $6.411M | 0.1% | $9.71 | — | SHS | G2379F108 |
| — | BONANZA CREEK ENERGY INC | 224,218 | $6.213M | 0.1% | $27.59 | — | COM NEW | 097793400 |
| — | MODERN MEDIA ACQUISITION | 595,031 | $5.909M | 0.1% | $9.77 | — | COM | 60765P103 |
| — | ENCORE CAP GROUP INC | 5,000,000 | $5.835M | 0.1% | $1.17 | — | NOTE 3.250% 3/1 | 292554AK8 |
| — | RTI INTL METALS INC | 5,525,000 | $5.833M | 0.1% | $1.06 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | SEMPRA ENERGY | 52,150 | $5.333M | 0.1% | $102.26 | — | 6% PFD CONV A | 816851406 |
| GTLS | CHART INDS INC | 88,154 | $5.204M | 0.1% | $48.18 | +11.6% | COM PAR $0.01 | 16115Q308 |
| — | TPG SPECIALTY LENDING INC | 5,000,000 | $5.132M | 0.1% | $1.03 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | PDL BIOPHARMA INC | 5,000,000 | $5.115M | 0.1% | $0.81 | — | NOTE 2.750%12/0 | 69329YAG9 |
| — | INVACARE CORP | 4,000,000 | $5.052M | 0.1% | $1.01 | — | NOTE 5.000% 2/1 | 461203AF8 |
| — | BLACK KNIGHT INC | 107,140 | $5.046M | 0.1% | $47.10 | — | COM | 09215C105 |
| — | DYCOM INDS INC | 3,945,000 | $5.013M | 0.1% | $1.27 | — | NOTE 0.750% 9/1 | 267475AB7 |
| CARS | CARS COM INC | 176,282 | $4.994M | 0.1% | $29.27 | 0.0% | COM | 14575E105 |
| — | DISCOVERY COMMUNICATNS NEW | 240,143 | $4.688M | 0.1% | $19.52 | — | COM SER C | 25470F302 |
| — | BROOKDALE SR LIVING INC | 4,650,000 | $4.656M | 0.1% | $0.99 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | HEALTHWAYS INC | 2,250,000 | $4.56M | 0.1% | $1.17 | — | NOTE 1.500% 7/0 | 422245AB6 |
| — | I AM CAP ACQUISITION CO | 450,000 | $4.478M | 0.1% | $9.85 | — | COM | 45074Q108 |
| — | GENERAL CABLE CORP DEL NEW | 4,100,000 | $4.343M | 0.1% | $0.77 | — | FRNT 4.500%11/1 | 369300AL2 |
| — | MAINSOURCE FINANCIAL GP INC | 106,674 | $4.336M | 0.1% | $37.83 | — | COM | 56062Y102 |
| UPBD | RENT A CTR INC NEW | 499,059 | $4.307M | 0.0% | $12.25 | -21.6% | COM | 76009N100 |
| — | AMERICAN RLTY CAP PPTYS INC | 4,000,000 | $4.005M | 0.0% | $1.00 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | SENTINEL ENERGY SVCS INC | 400,000 | $3.968M | 0.0% | $9.97 | — | UNIT 11/02/2022 | G8062D128 |
| — | HENNESSY CAP ACQUSTON CORP I | 400,000 | $3.96M | 0.0% | $9.86 | — | COM | 42588L105 |
| — | OSPREY ENERGY ACQUISITION CO | 400,000 | $3.848M | 0.0% | $9.50 | — | CL A COM | 688397108 |
| — | NEW YORK MTG TR INC | 3,725,000 | $3.788M | 0.0% | $0.98 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | RYLAND GROUP INC | 2,131,000 | $3.56M | 0.0% | $1.80 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | FINISH LINE INC | 259,200 | $3.51M | 0.0% | $13.54 | — | CL A | 317923100 |
| NWSA | NEWS CORP NEW | 220,725 | $3.487M | 0.0% | $12.36 | +21.8% | CL A | 65249B109 |
| — | COMMERCEHUB INC | 140,000 | $3.15M | 0.0% | $22.50 | — | COM SER A | 20084V108 |
| — | AEGEAN MARINE PETE NETWORK I | 5,000,000 | $3.101M | 0.0% | $0.62 | — | NOTE 4.250%12/1 | 00773VAB2 |
| — | HELIX ENERGY SOLUTIONS GRP I | 3,000,000 | $3.039M | 0.0% | $1.01 | — | NOTE 4.125% 9/1 | 42330PAJ6 |
| — | DRAPER OAKWOOD TECHNOLOGY | 303,100 | $2.998M | 0.0% | $9.77 | — | COM CL A | 26146L103 |
| — | KINDRED HEALTHCARE INC | 312,274 | $2.857M | 0.0% | $9.68 | — | COM | 494580103 |
| — | MAGNACHIP SEMICONDUCTOR SA | 2,000,000 | $2.726M | 0.0% | $1.36 | — | NOTE 5.000% 3/0 | 55932XAB0 |
| — | COMPUCREDIT HLDGS CORP | 5,000,000 | $2.475M | 0.0% | $0.42 | — | NOTE 5.875%11/3 | 20478NAD2 |
| — | KAYNE ANDERSON ACQUISITION | 250,000 | $2.448M | 0.0% | $9.72 | — | COM CL A | 48661U102 |
| — | ALMOST FAMILY INC | 43,334 | $2.427M | 0.0% | $55.54 | — | COM | 020409108 |
| — | OPES ACQUISITION CORP | 250,000 | $2.423M | 0.0% | $9.69 | — | COM | 68373P100 |
| VRSN | VERISIGN INC | 17,807 | $2.111M | 0.0% | $114.83 | 0.0% | COM | 92343E102 |
| PHUN | STELLAR ACQUISITION III INC | 198,700 | $2.055M | 0.0% | $10.05 | — | COM | Y8172W107 |
| — | BLACK RIDGE ACQUISITION CORP | 210,000 | $2.035M | 0.0% | $9.66 | — | COM | 09216T107 |
| — | CONNECTICUT WTR SVC INC | 32,418 | $1.962M | 0.0% | $60.52 | — | COM | 207797101 |
| — | BIG ROCK PARTNERS ACQUISI CO | 200,000 | $1.952M | 0.0% | $9.70 | — | COM | 089482103 |
| — | RESOURCE CAP CORP | 2,000,000 | $1.94M | 0.0% | $1.04 | — | NOTE 4.500% 8/1 | 76120WAC8 |
| — | VIRTUS INVT PARTNERS INC | 17,975 | $1.905M | 0.0% | $97.25 | — | PFD CV SER D | 92828Q208 |
| — | CORENERGY INFRASTRUCTURE TR | 1,500,000 | $1.758M | 0.0% | $0.85 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| LEN | LENNAR CORP | 27,861 | $1.642M | 0.0% | $55.25 | 0.0% | CL A | 526057104 |
| — | WILLSCOT CORP | 950,067 | $1.587M | 0.0% | $1.44 | — | *W EXP 09/10/202 | 971375118 |
| — | IRONWOOD PHARMACEUTICALS INC | 1,325,000 | $1.566M | 0.0% | $1.18 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| LEN/B | LENNAR CORP | 32,446 | $1.547M | 0.0% | $42.81 | 0.0% | CL B | 526057302 |
| — | FINTECH ACQUISITION CORP II | 150,000 | $1.491M | 0.0% | $9.80 | — | COM | 31810G109 |
| — | BISON CAP ACQUISITION CORP | 150,000 | $1.491M | 0.0% | $9.87 | — | ORD SHS | G1142P104 |
| EXPE | EXPEDIA GROUP INC | 13,464 | $1.487M | 0.0% | $142.74 | -21.1% | COM NEW | 30212P303 |
| — | MATLIN & PARTNERS ACQUISITIO | 2,500,000 | $1.325M | 0.0% | $0.50 | — | *W EXP 05/28/202 | 57682V114 |
| — | DISH NETWORK CORP | 34,611 | $1.311M | 0.0% | $37.88 | — | CL A | 25470M109 |
| — | MTECH ACQUISITION CORP | 125,000 | $1.269M | 0.0% | $10.15 | — | UNIT 01/19/2023 | 55378W206 |
| ILPT | INDUSTRIAL LOGISTICS PPTYS T | 50,000 | $1.017M | 0.0% | $20.34 | — | COM SHS BEN INT | 456237106 |
| — | HARMONIC INC | 1,000,000 | $986K | 0.0% | $1.12 | — | NOTE 4.000%12/0 | 413160AB8 |
| HUNTF | HUNTER MARITIME ACQUISITION | 100,000 | $978K | 0.0% | $9.79 | +0.1% | CL A | Y37828111 |
| OKE | ONEOK INC NEW | 16,899 | $962K | 0.0% | $32.05 | +9.2% | COM | 682680103 |
| GBX | GREENBRIER COS INC | 18,851 | $947K | 0.0% | $40.08 | 0.0% | COM | 393657101 |
| TRGP | TARGA RES CORP | 21,184 | $932K | 0.0% | $28.49 | +24.5% | COM | 87612G101 |
| — | FINTECH ACQUISITION CORP II | 700,000 | $924K | 0.0% | $1.20 | — | *W EXP 01/19/202 | 31810G117 |
| — | CONVERGEONE HLDGS INC | 750,000 | $900K | 0.0% | $1.20 | — | *W EXP 04/12/202 | 212481113 |
| NESRW | NATIONAL ENERGY SERVICES REU | 1,000,000 | $900K | 0.0% | $0.55 | — | *W EXP 05/05/202 | G6375R115 |
| — | ENERGY TRANSFER PARTNERS LP | 52,083 | $845K | 0.0% | $20.40 | — | UNIT LTD PRT INT | 29278N103 |
| — | CONVERGEONE HLDGS INC | 85,800 | $793K | 0.0% | $9.24 | — | COM CL A | 212481105 |
| MPLX | MPLX LP | 23,115 | $764K | 0.0% | $50.41 | — | COM UNIT REP LTD | 55336V100 |
| — | RENEWABLE ENERGY GROUP INC | 675,000 | $759K | 0.0% | $0.93 | — | NOTE 2.750% 6/1 | 75972AAA1 |
| — | VITAMIN SHOPPE INC | 1,000,000 | $735K | 0.0% | $0.93 | — | NOTE 2.250%12/0 | 92849EAB7 |
| — | DCP MIDSTREAM LP | 20,646 | $725K | 0.0% | $32.46 | — | COM UT LTD PTN | 23311P100 |
| — | VANTAGE ENERGY ACQUISITION | 500,000 | $725K | 0.0% | $1.25 | — | *W EXP 04/12/202 | 92211L113 |
| — | TRANSMONTAIGNE PARTNERS L P | 20,221 | $724K | 0.0% | $31.15 | — | COM UNIT L P | 89376V100 |
| — | JENSYN ACQUISITION CORP | 69,000 | $716K | 0.0% | $10.03 | — | COM | 47632B102 |
| — | CRESTWOOD EQUITY PARTNERS LP | 27,936 | $715K | 0.0% | $21.28 | — | UNIT LTD PARTNER | 226344208 |
| EPD | ENTERPRISE PRODS PARTNERS L | 27,760 | $680K | 0.0% | $32.94 | — | COM | 293792107 |
| — | MODERN MEDIA ACQUISITION | 1,700,000 | $680K | 0.0% | $0.40 | — | RIGHT 99/99/9999 | 60765P129 |
| — | WILLIAMS PARTNERS L P NEW | 19,436 | $669K | 0.0% | $48.98 | — | COM UNIT LTD PAR | 96949L105 |
| PAA | PLAINS ALL AMERN PIPELINE L | 29,751 | $655K | 0.0% | $29.94 | — | UNIT LTD PARTN | 726503105 |
| CQP | CHENIERE ENERGY PARTNERS LP | 21,785 | $634K | 0.0% | $29.69 | — | COM UNIT | 16411Q101 |
| — | CONE MIDSTREAM PARTNERS LP | 34,400 | $633K | 0.0% | $18.40 | — | COM UNIT REPST | 12654A101 |
| — | TEEKAY LNG PARTNERS L P | 34,119 | $611K | 0.0% | $23.21 | — | PRTNRSP UNITS | Y8564M105 |
| — | ENABLE MIDSTREAM PARTNERS LP | 44,353 | $609K | 0.0% | $13.67 | — | COM UNIT RP IN | 292480100 |
| — | PHILLIPS 66 PARTNERS LP | 12,745 | $609K | 0.0% | $61.35 | — | COM UNIT REP INT | 718549207 |
| VZ | VERIZON COMMUNICATIONS INC | 12,110 | $579K | 0.0% | $33.03 | 0.0% | COM | 92343V104 |
| — | HAYMAKER ACQUISITION CORP | 699,980 | $577K | 0.0% | $0.82 | — | *W EXP 10/27/202 | 420870115 |
| — | HESS MIDSTREAM PARTNERS LP | 30,300 | $577K | 0.0% | $20.84 | — | UNIT LTD PR INT | 428104103 |
| — | REGALWOOD GLOBAL ENERGY LTD | 524,259 | $577K | 0.0% | $1.10 | — | *W EXP 12/05/202 | G74760128 |
| — | PURPLE INNOVATION INC | 768,000 | $576K | 0.0% | $0.75 | — | *W EXP 02/02/202 | 74640Y114 |
| — | GIGCAPITAL INC | 1,500,000 | $570K | 0.0% | $0.38 | — | RIGHT 03/06/2020 | 37518N114 |
| — | MAGELLAN MIDSTREAM PRTNRS LP | 9,657 | $563K | 0.0% | $75.09 | — | COM UNIT RP LP | 559080106 |
| — | LEISURE ACQUISITION CORP | 750,000 | $563K | 0.0% | $0.75 | — | *W EXP 12/05/201 | 52539T115 |
| — | ANDEAVOR LOGISTICS LP | 12,550 | $562K | 0.0% | $49.62 | — | COM UNIT LP INT | 03350F106 |
| — | AMERIGAS PARTNERS L P | 13,864 | $554K | 0.0% | $45.84 | — | UNIT L P INT | 030975106 |
| MMLP | MARTIN MIDSTREAM PRTNRS L P | 40,794 | $551K | 0.0% | $23.44 | — | UNIT L P INT | 573331105 |
| — | RICE MIDSTREAM PARTNERS LP | 30,068 | $544K | 0.0% | $14.71 | — | UNIT LTD PARTN | 762819100 |
| — | ENLINK MIDSTREAM PARTNERS LP | 39,709 | $542K | 0.0% | $20.84 | — | COM UNIT REP LTD | 29336U107 |
| — | HOLLY ENERGY PARTNERS L P | 19,504 | $538K | 0.0% | $31.12 | — | COM UT LTD PTN | 435763107 |
| — | GIGCAPITAL INC | 1,125,000 | $529K | 0.0% | $0.47 | — | *W EXP 06/08/202 | 37518N122 |
| — | WESTERN GAS PARTNERS LP | 12,341 | $527K | 0.0% | $59.30 | — | COM UNIT LP IN | 958254104 |
| — | LEGACY ACQUISITION CORP | 1,500,000 | $525K | 0.0% | $0.35 | — | *W EXP 11/30/202 | 524643111 |
| — | SEMGROUP CORP | 24,333 | $521K | 0.0% | $36.77 | — | CL A | 81663A105 |
| — | ANTERO MIDSTREAM GP LP | 32,600 | $521K | 0.0% | $20.82 | — | COM SHS REPSTG | 03675Y103 |
| — | AVID TECHNOLOGY INC | 600,000 | $506K | 0.0% | $0.68 | — | NOTE 2.000% 6/1 | 05367PAB6 |
| — | TALLGRASS ENERGY PARTNERS LP | 13,360 | $506K | 0.0% | $48.38 | — | COM UNIT | 874697105 |
| — | PENSARE ACQUISITION CORP | 1,000,000 | $500K | 0.0% | $0.40 | — | RIGHT 99/99/9999 | 70957E121 |
| — | VALERO ENERGY PARTNERS LP | 13,821 | $490K | 0.0% | $46.21 | — | COM UNT REP LP | 91914J102 |
| — | EASTERLY ACQUISITION CORP | 573,250 | $481K | 0.0% | $0.33 | — | *W EXP 07/29/202 | 27616L110 |
| — | ALTA MESA RES INC | 308,333 | $478K | 0.0% | $1.55 | — | *W EXP 03/28/202 | 02133L117 |
| GEL | GENESIS ENERGY L P | 24,165 | $476K | 0.0% | $36.76 | — | UNIT LTD PARTN | 371927104 |
| — | SHELL MIDSTREAM PARTNERS L P | 22,409 | $472K | 0.0% | $33.19 | — | UNIT LTD INT | 822634101 |
| DBX | DROPBOX INC | 15,000 | $469K | 0.0% | $30.21 | 0.0% | CL A | 26210C104 |
| — | FEDERAL STR ACQUISITION CORP | 375,000 | $469K | 0.0% | $1.10 | — | *W EXP 07/24/202 | 31421V115 |
| — | SPECTRA ENERGY PARTNERS LP | 13,814 | $465K | 0.0% | $47.40 | — | COM | 84756N109 |
| — | SUMMIT MIDSTREAM PARTNERS LP | 32,128 | $451K | 0.0% | $24.57 | — | COM UNIT LTD | 866142102 |
| — | MODERN MEDIA ACQUISITION | 850,000 | $442K | 0.0% | $0.39 | — | *W EXP 05/17/202 | 60765P111 |
| — | INVESCO VALUE MUN INCOME TR | 30,342 | $441K | 0.0% | $14.63 | — | COM | 46132P108 |
| — | AMYRIS INC | 64,745 | $433K | 0.0% | $3.18 | — | COM NEW | 03236M200 |
| — | DASEKE INC | 378,003 | $427K | 0.0% | $1.12 | — | *W EXP 02/27/202 | 23753F115 |
| — | UNION ACQUISITION CORP | 1,250,000 | $425K | 0.0% | $0.34 | — | RIGHT 12/02/2019 | G9366W135 |
| — | BOARDWALK PIPELINE PARTNERS | 41,402 | $420K | 0.0% | $14.13 | — | UT LTD PARTNER | 096627104 |
| ATLC | ATLANTICUS HLDGS CORP | 191,430 | $410K | 0.0% | $2.61 | -15.2% | COM | 04914Y102 |
| — | ENBRIDGE ENERGY PARTNERS L P | 42,365 | $408K | 0.0% | $22.38 | — | COM | 29250R106 |
| — | ROSEHILL RES INC | 489,600 | $406K | 0.0% | $1.09 | — | *W EXP 09/16/202 | 777385113 |
| — | TC PIPELINES LP | 11,675 | $405K | 0.0% | $56.55 | — | UT COM LTD PRT | 87233Q108 |
| — | BUCKEYE PARTNERS L P | 10,787 | $403K | 0.0% | $66.60 | — | UNIT LTD PARTN | 118230101 |
| — | INVESCO MUN OPPORTUNITY TR | 34,071 | $399K | 0.0% | $12.39 | — | COM | 46132C107 |
| ADT | ADT INC | 50,000 | $397K | 0.0% | $8.51 | 0.0% | COM | 00090Q103 |
| — | NUVEEN QUALITY MUNCP INCOME | 30,150 | $396K | 0.0% | $13.88 | — | COM | 67066V101 |
| — | NUVEEN CA QUALTY MUN INCOME | 29,080 | $389K | 0.0% | $14.31 | — | COM | 67066Y105 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 29,380 | $385K | 0.0% | $13.84 | — | COM | 09253X102 |
| PAGS | PAGSEGURO DIGITAL LTD | 10,000 | $383K | 0.0% | $32.10 | 0.0% | COM CL A | G68707101 |
| — | OSPREY ENERGY ACQUISITION CO | 500,000 | $380K | 0.0% | $0.82 | — | *W EXP 07/21/202 | 688397116 |
| — | LANDCADIA HLDGS INC | 500,000 | $368K | 0.0% | $0.70 | — | *W EXP 06/01/202 | 51476W115 |
| — | NUSTAR ENERGY LP | 17,439 | $356K | 0.0% | $49.79 | — | UNIT COM | 67058H102 |
| — | KBL MERGER CORP IV | 1,000,000 | $350K | 0.0% | $0.30 | — | RIGHT 03/22/2019 | 48242A120 |
| XBFZX | BLACKROCK CALIF MUN INCOME T | 26,742 | $347K | 0.0% | $13.40 | — | SH BEN INT | 09248E102 |
| — | BLACKROCK MUNIYIELD NY QLTY | 28,547 | $344K | 0.0% | $12.72 | — | COM | 09255E102 |
| — | BLACKROCK MUN 2030 TAR TERM | 15,930 | $339K | 0.0% | $22.18 | — | COM SHS BEN IN | 09257P105 |
| — | PLATINUM EAGLE ACQUISITIN CO | 266,666 | $333K | 0.0% | $1.25 | — | *W EXP 01/17/202 | G7126L118 |
| — | AVISTA HEALTHCARE PUB ACQ CO | 1,000,000 | $330K | 0.0% | $0.41 | — | *W EXP 99/99/999 | G0726L117 |
| — | NUVEEN VIRGINIA QLTY MUNCPL | 26,595 | $329K | 0.0% | $12.92 | — | COM | 67064R102 |
| — | NUVEEN NEW JERSEY QULT MUN F | 25,011 | $326K | 0.0% | $13.63 | — | COM | 67069Y102 |
| — | NUVEEN AMT FREE QLTY MUN INC | 25,085 | $326K | 0.0% | $13.66 | — | COM | 670657105 |
| — | ALLIANCE CALIF MUN INCOME FD | 25,727 | $326K | 0.0% | $13.30 | — | COM | 018546101 |
| — | INVESCO PA VALUE MUN INCOME | 27,335 | $321K | 0.0% | $12.14 | — | COM | 46132K109 |
| — | NUVEEN NEW YORK AMT QLT MUNI | 26,229 | $319K | 0.0% | $12.88 | — | COM | 670656107 |
| — | INVESCO QUALITY MUNI INC TRS | 26,609 | $317K | 0.0% | $12.46 | — | COM | 46133G107 |
| — | BP MIDSTREAM PARTNERS LP | 17,500 | $312K | 0.0% | $20.20 | — | UNIT LTD PTNR | 0556EL109 |
| — | EATON VANCE MUNI INCOME TRUS | 26,601 | $311K | 0.0% | $12.12 | — | SH BEN INT | 27826U108 |
| — | HENNESSY CAP ACQUSTON CORP I | 375,000 | $311K | 0.0% | $0.73 | — | *W EXP 06/15/202 | 42588L113 |
| — | TPG PACE ENERGY HLDGS CORP | 166,667 | $308K | 0.0% | $1.40 | — | *W EXP 99/99/999 | 872656111 |
| — | NUVEEN CONNECTICUT QLTY MUN | 26,387 | $304K | 0.0% | $11.88 | — | COM | 67060D107 |
| — | ALLIANCEBERNSTEIN NATL MUNI | 23,217 | $290K | 0.0% | $12.49 | — | COM | 01864U106 |
| — | INDUSTREA ACQUISITION CORP | 500,000 | $275K | 0.0% | $0.40 | — | *W EXP 08/01/202 | 45579J112 |
| — | NUVEEN PENNSYLVANIA QLT MUN | 21,618 | $271K | 0.0% | $12.89 | — | COM | 670972108 |
| — | DIVIDEND & INCOME FUND | 21,109 | $265K | 0.0% | $12.55 | — | COM NEW | 25538A204 |
| GTES | GATES INDUSTRIAL CORPRATIN P | 15,000 | $263K | 0.0% | $18.02 | 0.0% | ORD SHS | G39108108 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 19,527 | $261K | 0.0% | $13.98 | — | COM | 09254X101 |
| — | BLACKROCK MUNIYIELD CALI QLT | 19,456 | $259K | 0.0% | $14.02 | — | COM | 09254N103 |
| GPRO | GOPRO INC | 53,242 | $255K | 0.0% | $5.72 | 0.0% | CL A | 38268T103 |
| — | BLACKROCK MUNIHLDGS NY QLTY | 20,014 | $252K | 0.0% | $12.99 | — | COM | 09255C106 |
| — | CONSTELLATION ALPHA CAP CORP | 700,000 | $252K | 0.0% | $0.32 | — | RIGHT 99/99/9999 | G2379F132 |
| — | NUVEEN MICHIGAN QLT MUN INC | 19,636 | $249K | 0.0% | $13.12 | — | COM | 670979103 |
| — | DREYFUS MUN BD INFRSTRCTR FD | 20,120 | $247K | 0.0% | $12.28 | — | SHS | 26203D101 |
| NINEQ | NINE ENERGY SVC INC | 10,000 | $244K | 0.0% | $25.63 | 0.0% | COM | 65441V101 |
| — | NUVEEN MARYLAND QLT MUN INC | 20,185 | $244K | 0.0% | $12.46 | — | COM | 67061Q107 |
| — | KBL MERGER CORP IV | 1,000,000 | $240K | 0.0% | $0.17 | — | *W EXP 01/15/202 | 48242A112 |
| — | CM SEVEN STAR ACQUISITION CO | 750,000 | $240K | 0.0% | $0.32 | — | RIGHT 08/21/2022 | G2345N136 |
| — | KAYNE ANDERSON ACQUISITION | 250,000 | $238K | 0.0% | $0.78 | — | *W EXP 06/30/202 | 48661U110 |
| XBKNX | BLACKROCK INVT QUALITY MUN T | 17,259 | $237K | 0.0% | $14.89 | — | COM | 09247D105 |
| — | PENSARE ACQUISITION CORP | 500,000 | $236K | 0.0% | $0.50 | — | *W EXP 07/27/202 | 70957E113 |
| — | EATON VANCE MUN BD FD | 19,720 | $233K | 0.0% | $12.31 | — | COM | 27827X101 |
| XMHIX | PIONEER MUN HIGH INCOME TR | 20,346 | $229K | 0.0% | $11.80 | — | COM SHS | 723763108 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 17,398 | $229K | 0.0% | $13.16 | — | COM | 09254L107 |
| — | DTF TAX-FREE INCOME INC | 17,149 | $228K | 0.0% | $13.97 | — | COM | 23334J107 |
| — | GORES HLDGS II INC | 133,333 | $227K | 0.0% | $1.49 | — | *W EXP 01/13/202 | 382867117 |
| — | NUVEEN NORTH CAROLINA QLTY M | 18,415 | $226K | 0.0% | $12.79 | — | COM | 67060P100 |
| — | NUVEEN OHIO QLTY MUN INCOME | 16,049 | $220K | 0.0% | $14.32 | — | COM | 670980101 |
| — | BLACKROCK MUNICIPL INC QLTY | 16,689 | $219K | 0.0% | $13.12 | — | COM | 092479104 |
| — | NEBULA ACQUISITION CORP | 233,332 | $212K | 0.0% | $0.91 | — | *W EXP 03/12/202 | 629076118 |
| — | DEUTSCHE MUN INCOME | 18,725 | $210K | 0.0% | $11.21 | — | COM | 25160C106 |
| — | BLACKROCK MUNIYIELD QLTY FD | 16,437 | $208K | 0.0% | $12.65 | — | COM | 09254E103 |
| — | INVESCO MUN TR | 17,675 | $207K | 0.0% | $12.23 | — | COM | 46131J103 |
| — | BLACKROCK TAX MUNICPAL BD TR | 9,013 | $203K | 0.0% | $22.52 | — | SHS | 09248X100 |
| — | PUTNAM MANAGED MUN INCOM TR | 28,357 | $202K | 0.0% | $7.12 | — | COM | 746823103 |
| — | M I ACQUISITIONS INC | 250,000 | $200K | 0.0% | $0.32 | — | *W EXP 11/15/202 | 55304A112 |
| — | NUVEEN INTER DURATION MN TMF | 15,282 | $192K | 0.0% | $12.56 | — | COM | 670671106 |
| — | NUVEEN AMT FREE MUN CR INC F | 13,111 | $190K | 0.0% | $14.49 | — | COM | 67071L106 |
| XMQTX | BLACKROCK MUNIY QUALITY FD I | 15,355 | $186K | 0.0% | $12.11 | — | COM | 09254G108 |
| — | NUVEEN MUNICIPAL CREDIT INC | 13,022 | $184K | 0.0% | $14.13 | — | COM SH BEN INT | 67070X101 |
| — | FTS INTERNATIONAL INC | 10,000 | $184K | 0.0% | $18.40 | — | COM | 30283W104 |
| — | NUVEEN NEW YORK QLT MUN INC | 14,068 | $179K | 0.0% | $12.72 | — | COM | 67066X107 |
| — | INVESCO TR INVT GRADE MUNS | 14,563 | $178K | 0.0% | $12.22 | — | COM | 46131M106 |
| — | BLACKROCK MUNICIPAL BOND TR | 12,411 | $178K | 0.0% | $14.34 | — | COM | 09249H104 |
| — | WESTERN ASST MN PRT FD INC | 12,440 | $178K | 0.0% | $14.31 | — | COM | 95766P108 |
| — | WESTERN ASSET INTM MUNI FD I | 20,515 | $177K | 0.0% | $8.63 | — | COM | 958435109 |
| — | MFS MUN INCOME TR | 26,654 | $174K | 0.0% | $6.53 | — | SH BEN INT | 552738106 |
| — | INVESCO ADVANTAGE MUNICIPAL | 16,441 | $174K | 0.0% | $10.58 | — | SH BEN INT | 46132E103 |
| — | FEDERATED PREM MUN INC FD | 12,832 | $171K | 0.0% | $13.33 | — | COM | 31423P108 |
| — | BARINGTON HILCO ACQUISITION | 487,260 | $170K | 0.0% | $0.28 | — | RIGHT 02/13/2017 | 06759V119 |
| XENWX | EATON VANCE NEW YORK MUN BD | 13,998 | $161K | 0.0% | $11.50 | — | COM | 27827Y109 |
| — | BLACKROCK MUNIYIELD PA QLTY | 11,644 | $160K | 0.0% | $13.74 | — | COM | 09255G107 |
| — | HUDSON LTD | 10,000 | $159K | 0.0% | $15.90 | — | COM CL A | G46408103 |
| — | PUTNAM MUN OPPORTUNITIES TR | 13,439 | $157K | 0.0% | $11.68 | — | SH BEN INT | 746922103 |
| — | EATON VANCE MUN BD FD II | 12,791 | $149K | 0.0% | $11.65 | — | COM | 27827K109 |
| — | BLACKROCK MUNIYLD MICH QLTY | 10,923 | $145K | 0.0% | $13.27 | — | COM | 09254V105 |
| — | INVESCO CALIF VALUE MUN INC | 12,117 | $141K | 0.0% | $11.64 | — | COM | 46132H106 |
| — | SOCIAL CAP HEDOSOPHIA HLDGS | 83,334 | $138K | 0.0% | $1.75 | — | *W EXP 09/14/202 | G8250R129 |
| XVMMX | DELAWARE INV MN MUN INC FD I | 10,855 | $137K | 0.0% | $12.62 | — | COM | 24610V103 |
| — | BORQS TECHNOLOGIES INC | 12,519 | $109K | 0.0% | $5.75 | — | SHS | G1466B103 |
| — | COMMUNITY HEALTH SYS INC NEW | 9,282,097 | $105K | 0.0% | $0.02 | — | RIGHT 99/99/9999 | 203668116 |
| — | I AM CAP ACQUISITION CO | 225,000 | $99,000 | 0.0% | $0.33 | — | *W EXP 05/22/202 | 45074Q116 |
| — | OPES ACQUISITION CORP | 250,000 | $95,000 | 0.0% | $0.38 | — | *W EXP 01/15/202 | 68373P118 |
| — | DREYFUS STRATEGIC MUNS INC | 12,193 | $94,000 | 0.0% | $7.71 | — | COM | 261932107 |
| — | WESTERN ASSET MUN HI INCM FD | 12,575 | $90,000 | 0.0% | $7.16 | — | COM | 95766N103 |
| — | DRAPER OAKWOOD TECHNOLOGY | 150,000 | $86,000 | 0.0% | $0.50 | — | RIGHT 09/19/2018 | 26146L129 |
| — | BLACK RIDGE ACQUISITION CORP | 210,000 | $84,000 | 0.0% | $0.33 | — | *W EXP 07/10/202 | 09216T115 |
| — | BIG ROCK PARTNERS ACQUISI CO | 200,000 | $84,000 | 0.0% | $0.37 | — | RIGHT 12/01/2022 | 089482129 |
| — | JENSYN ACQUISITION CORP | 174,000 | $82,000 | 0.0% | $0.20 | — | RIGHT 99/99/9999 | 47632B128 |
| — | I AM CAP ACQUISITION CO | 225,000 | $79,000 | 0.0% | $0.30 | — | RIGHT 05/22/2019 | 45074Q124 |
| — | BARINGTON HILCO ACQUISITION | 487,260 | $72,000 | 0.0% | $0.16 | — | *W EXP 02/11/202 | 06759V127 |
| — | DRAPER OAKWOOD TECHNOLOGY | 75,000 | $64,000 | 0.0% | $0.67 | — | *W EXP 09/19/202 | 26146L111 |
| — | BLACK RIDGE ACQUISITION CORP | 210,000 | $63,000 | 0.0% | $0.28 | — | RIGHT 07/10/2019 | 09216T123 |
| — | BISON CAP ACQUISITION CORP | 150,000 | $61,000 | 0.0% | $0.30 | — | RIGHT 03/20/2019 | G1142P138 |
| — | SABAN CAP ACQUISITION CORP | 42,000 | $55,000 | 0.0% | $1.31 | — | *W EXP 09/21/202 | 78516C114 |
| — | JASON INDS INC | 1,933,070 | $48,000 | 0.0% | $0.79 | — | *W EXP 06/30/201 | 471172114 |
| — | BIG ROCK PARTNERS ACQUISI CO | 100,000 | $45,000 | 0.0% | $0.40 | — | *W EXP 12/01/202 | 089482111 |
| — | JENSYN ACQUISITION CORP | 174,000 | $43,000 | 0.0% | $0.07 | — | *W EXP 03/07/202 | 47632B110 |
| — | VALLEY NATL BANCORP | 114,185 | $15,000 | 0.0% | $0.20 | — | *W EXP 11/14/201 | 919794131 |